-53.0%
SWKS vs FTV
+2.3%
-55.3%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.5% | +4.3% |
| 7D | +12.5% | -4.5% | +17.0% | +16.3% |
| 30D | +10.5% | -7.1% | +17.6% | +16.7% |
| 3M | -7.4% | -7.2% | -0.2% | -2.6% |
| 6M | +32.7% | -1.5% | +34.2% | +32.1% |
| YTD | +19.2% | +3.5% | +15.7% | +12.8% |
| 1Y | +2.4% | +20.3% | -18.0% | -15.2% |
| 3Y | -25.6% | -3.1% | -22.5% | -27.3% |
| All | -53.0% | +2.3% | -55.3% | -60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FTV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling